Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-10-19 0.335587 0.368095 0.403819 0.446261 0.495666 0.551806 0.621070
2025-10-26 0.293317 0.334545 0.382647 0.443736 0.520478 0.615432 0.744717
2025-11-02 0.258454 0.302773 0.356685 0.428535 0.524122 0.650608 0.837579
2025-11-09 0.230638 0.275560 0.331933 0.409889 0.518405 0.670121 0.910789
2025-11-16 0.215036 0.261671 0.321933 0.408280 0.533981 0.719883 1.037872
2025-11-23 0.207124 0.256656 0.322564 0.420497 0.569931 0.804869 1.242866
2025-11-30 0.196741 0.247248 0.316018 0.421217 0.588056 0.864329 1.420436
2025-12-07 0.186498 0.237127 0.307397 0.417578 0.598264 0.911638 1.589166
2025-12-14 0.176887 0.227148 0.298061 0.411653 0.603523 0.950546 1.753214
2025-12-21 0.167559 0.216941 0.287569 0.402764 0.602322 0.976745 1.897584
2025-12-28 0.163546 0.214082 0.287704 0.410768 0.631576 1.068117 2.244533
2026-01-04 0.161490 0.213891 0.291756 0.425466 0.674994 1.199069 2.779140
2026-01-11 0.154629 0.206351 0.284195 0.420241 0.680857 1.251394 3.117498
2026-01-18 0.149734 0.201501 0.280535 0.421439 0.699610 1.339146 3.654342
2026-01-25 0.142386 0.192527 0.269708 0.408894 0.688551 1.350593 3.904730
2026-02-01 0.134739 0.182764 0.257089 0.392158 0.666782 1.330056 4.006566
2026-02-08 0.130709 0.178433 0.253109 0.390958 0.678174 1.401632 4.622707
2026-02-15 0.129383 0.178239 0.255901 0.402557 0.719359 1.570037 6.021024
2026-02-22 0.126168 0.174883 0.253158 0.403299 0.735937 1.671388 7.228251
2026-03-01 0.122448 0.170554 0.248510 0.399918 0.742298 1.742765 8.395897
2026-03-08 0.118597 0.165858 0.242990 0.394373 0.742695 1.794866 9.559332
2026-03-15 0.114512 0.160636 0.236314 0.386035 0.735156 1.817436 10.520690
2026-03-22 0.113186 0.159865 0.237386 0.393551 0.769024 2.006268 14.416904